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GAM vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAM vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General American Investors Company, Inc. (GAM) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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GAM vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAM
General American Investors Company, Inc.
-0.44%28.63%29.55%26.84%-14.84%20.56%5.85%41.76%-10.25%21.32%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, GAM achieves a -0.44% return, which is significantly higher than VIG's -1.77% return. Over the past 10 years, GAM has outperformed VIG with an annualized return of 14.54%, while VIG has yielded a comparatively lower 12.25% annualized return.


GAM

1D
2.63%
1M
-5.37%
YTD
-0.44%
6M
4.50%
1Y
29.07%
3Y*
25.04%
5Y*
14.77%
10Y*
14.54%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GAM vs. VIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAM
GAM Risk / Return Rank: 8989
Overall Rank
GAM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 8888
Sortino Ratio Rank
GAM Omega Ratio Rank: 9191
Omega Ratio Rank
GAM Calmar Ratio Rank: 8484
Calmar Ratio Rank
GAM Martin Ratio Rank: 9494
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GAM vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General American Investors Company, Inc. (GAM) and Vanguard Dividend Appreciation ETF (VIG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GAMVIGDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.83

+1.01

Sortino ratio

Return per unit of downside risk

2.63

1.28

+1.35

Omega ratio

Gain probability vs. loss probability

1.41

1.18

+0.22

Calmar ratio

Return relative to maximum drawdown

2.61

1.28

+1.33

Martin ratio

Return relative to average drawdown

14.20

5.73

+8.47

GAM vs. VIG - Sharpe Ratio Comparison

The current GAM Sharpe Ratio is 1.84, which is higher than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GAM and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GAMVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.83

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.69

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.77

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.13

Correlation

The correlation between GAM and VIG is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GAM vs. VIG - Dividend Comparison

GAM's dividend yield for the trailing twelve months is around 10.95%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
GAM
General American Investors Company, Inc.
10.95%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

GAM vs. VIG - Drawdown Comparison

The maximum GAM drawdown since its inception was -66.63%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for GAM and VIG.


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Drawdown Indicators


GAMVIGDifference

Max Drawdown

Largest peak-to-trough decline

-66.63%

-46.81%

-19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-10.83%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-20.39%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-31.72%

-10.06%

Current Drawdown

Current decline from peak

-6.09%

-6.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-11.62%

-5.55%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.42%

-0.39%

Volatility

GAM vs. VIG - Volatility Comparison

General American Investors Company, Inc. (GAM) has a higher volatility of 5.92% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that GAM's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

4.07%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

7.84%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

15.31%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

14.26%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

16.05%

+1.57%